-19.8%
CEG vs PCOR
-2.2%
-17.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.4% | +3.2% | +2.8% |
| 7D | +17.8% | +2.2% | +15.7% | +18.0% |
| 30D | -4.5% | +37.4% | -42.0% | -2.9% |
| 3M | +1.5% | +33.2% | -31.7% | +3.1% |
| 6M | -3.5% | +60.6% | -64.1% | -1.5% |
| YTD | -19.7% | +6.2% | -25.9% | -13.1% |
| 1Y | -19.8% | -1.1% | -18.7% | -10.2% |
| All | -19.8% | -2.2% | -17.6% | -10.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded PCOR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling